mini-sized Dow ($5) Future September 2016

Trading Metrics calculated at close of trading on 29-Jun-2016

Day Change Summary
	Previous	Current
	28-Jun-2016	29-Jun-2016	Change	Change %	Previous Week
Open	16,979	17,302	323	1.9%	17,639
High	17,307	17,694	387	2.2%	18,025
Low	16,979	17,255	276	1.6%	17,182
Close	17,301	17,624	323	1.9%	17,247
Range	328	439	111	33.8%	843
ATR	238	252	14	6.1%	0
Volume	191,253	170,563	-20,690	-10.8%	987,177

Daily Pivots for day following 29-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	18,841	18,672	17,866
R3	18,402	18,233	17,745
R2	17,963	17,963	17,705
R1	17,794	17,794	17,664	17,879
PP	17,524	17,524	17,524	17,567
S1	17,355	17,355	17,584	17,440
S2	17,085	17,085	17,544
S3	16,646	16,916	17,503
S4	16,207	16,477	17,383

Weekly Pivots for week ending 24-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	20,014	19,473	17,711
R3	19,171	18,630	17,479
R2	18,328	18,328	17,402
R1	17,787	17,787	17,324	17,636
PP	17,485	17,485	17,485	17,409
S1	16,944	16,944	17,170	16,793
S2	16,642	16,642	17,093
S3	15,799	16,101	17,015
S4	14,956	15,258	16,783

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	18,025	16,961	1,064	6.0%	432	2.4%	62%	False	False	248,951
10	18,025	16,961	1,064	6.0%	309	1.7%	62%	False	False	203,242
20	18,025	16,961	1,064	6.0%	226	1.3%	62%	False	False	142,308
40	18,025	16,961	1,064	6.0%	199	1.1%	62%	False	False	71,380
60	18,025	16,961	1,064	6.0%	186	1.1%	62%	False	False	47,621
80	18,025	16,670	1,355	7.7%	172	1.0%	70%	False	False	35,732
100	18,025	15,450	2,575	14.6%	161	0.9%	84%	False	False	28,589
120	18,025	15,450	2,575	14.6%	164	0.9%	84%	False	False	23,825

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	44
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	19,560
2.618	18,843
1.618	18,404
1.000	18,133
0.618	17,965
HIGH	17,694
0.618	17,526
0.500	17,475
0.382	17,423
LOW	17,255
0.618	16,984
1.000	16,816
1.618	16,545
2.618	16,106
4.250	15,389

Fisher Pivots for day following 29-Jun-2016
Pivot	1 day	3 day
R1	17,574	17,525
PP	17,524	17,426
S1	17,475	17,328

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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